Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models
We investigate the asymptotic properties of one-dimensional Gaussian autoregressive processes of the second order. We prove the law of the iterated logarithm in the case of an unstable autoregressive model.
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| Date: | 2001 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2001
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4264 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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